In this book, Andrew Harvey sets out to provide a unified and comprehensive theory of structural time series models. Unlike the traditional ARIMA models, structural time series models consist explicitly of unobserved components, such as trends and seasonals, which have a direct interpretation. As a result the model selection methodology associated with structural models is much closer to econometric methodology. The link with econometrics is made even closer by the natural way in which the models can be extended to include explanatory variables and to cope with multivariate time series. From the technical point of view, state space models and the Kalman filter play a key role in the statistical treatment of structural time series models. The book includes a detailed treatment of the Kalman filter. This technique was originally developed in control engineering, but is becoming increasingly important in fields such as economics and operations research. This book is concerned primarily with modelling economic and social time series, and with addressing the special problems which the treatment of such series poses. The properties of the models and the methodological techniques used to select them are illustrated with various applications. These range from the modellling of trends and cycles in US macroeconomic time series to to an evaluation of the effects of seat belt legislation in the UK.

Forecasting, Structural Time Series Models and the Kalman Filter

Climate change 2014 - Synthesis Report

「脆弱性(Vulnerability)」とは何か

Terrestrial net primary production (NPP) quantifies the amount of atmospheric carbon fixed by plants and accumulated as biomass. Previous studies have shown that climate constraints were relaxing with increasing temperature and solar radiation, allowing an upward trend in NPP from 1982 through 1999. The past decade (2000 to 2009) has been the warmest since instrumental measurements began, which could imply continued increases in NPP; however, our estimates suggest a reduction in the global NPP of 0.55 petagrams of carbon. Large-scale droughts have reduced regional NPP, and a drying trend in the Southern Hemisphere has decreased NPP in that area, counteracting the increased NPP over the Northern Hemisphere. A continued decline in NPP would not only weaken the terrestrial carbon sink, but it would also intensify future competition between food demand and proposed biofuel production.

Drought-Induced Reduction in Global Terrestrial Net Primary Production from 2000 Through 2009

Spatial variations in sea surface temperature (SST) and rainfall changes over the tropics are investigated based on ensemble simulations for the first half of the twenty-first century under the greenhouse gas (GHG) emission scenario A1B with coupled ocean–atmosphere general circulation models of the Geophysical Fluid Dynamics Laboratory (GFDL) and National Center for Atmospheric Research (NCAR). Despite a GHG increase that is nearly uniform in space, pronounced patterns emerge in both SST and precipitation. Regional differences in SST warming can be as large as the tropical-mean warming. Specifically, the tropical Pacific warming features a conspicuous maximum along the equator and a minimum in the southeast subtropics. The former is associated with westerly wind anomalies whereas the latter is linked to intensified southeast trade winds, suggestive of wind–evaporation–SST feedback. There is a tendency for a greater warming in the northern subtropics than in the southern subtropics in accordance ...

Global Warming Pattern Formation: Sea Surface Temperature and Rainfall

In the context of climate change characterized by rising temperature and more extreme precipitation regimes, drought is one of the most relevant natural disasters. This paper presents maps of global drought frequency, duration, and severity for the periods 1951-1970, 1971-1990, and 1991-2010, to give an overview of the respective drought hot spots. Drought frequency is defined as the number of drought events occurred, drought duration as the number of months in drought conditions, and drought severity as the sum of the integral area below zero of each event. Because drought is mainly driven by rainfall deficits, we chose the Standardized Precipitation Index (SPI) as the base indicator to derive drought-related quantities. SPI-12 has been calculated on a monthly basis using a Gamma distribution fitted to a 60-year baseline period (1951-2010). Global grids (0.5 ◦ × 0.5 ◦ ) of the Full Data Reanalysis Version 6.0 dataset provided by the Global Precipitation Climatology Centre (GPCC) have been used as precipitation data input. The regions most exposed to prolonged and severe droughts during 1951-1970 were the Central United States, the Argentinian Pampas, Russia, and Central Australia; during 1971-1990 they were Southern Chile, the Sahel, and Siberia; during 1991-2010 they were the Amazon Forest, the Congo River Basin, Mongolia, North Eastern China, and Borneo. A linear trend analysis between 1951 and 2010 shows a small global increase in each drought component, but drought frequency decreased in the Northern Hemisphere. The increase in drought frequency, duration, and severity is found to be significant in Africa, Eastern Asia, Mediterranean region, and Southern Australia, while the Americas and Russia show a decrease in each drought component.

World drought frequency, duration, and severity for 1951-2010

As a result of climate change in recent past and unsustainable land management, drought became one of the most impacting disasters and, with the projected global warming, it is expected to progressively cause more damages by the end of the 21st century. This study investigates changes in drought occurrence, frequency, and severity in Europe in the next decades. A combined indicator based on the predominance of the drought signal over normal/wet conditions has been used. The indicator, which combines the standardized precipitation index (SPI, which accounts for anomalous low rainfall), the standardized precipitation evapotranspiration index (SPEI, which accounts for high temperatures and scarce precipitations), and the reconnaissance drought indicator (RDI, similar to SPEI but more affected by extreme events), has been computed at 3- and 12-month accumulation scales to characterize trends in seasonal and annual events from 1981 to 2100. Climate data from 11 bias-adjusted high-resolution (0.11°) simulations from the EURO-CORDEX (coordinated regional climate downscaling experiment) have been used in the analyses. For each simulation, the frequency and severity of drought and extreme drought events for 1981–2010, 2041–2070, and 2071–2100 have been analysed. Under the moderate emission scenario (RCP4.5), droughts are projected to become increasingly more frequent and severe in the Mediterranean area, western Europe, and Northern Scandinavia, whereas the whole European continent, with the exception of Iceland, will be affected by more frequent and severe extreme droughts under the most severe emission scenario (RCP8.5), especially after 2070. Seasonally, drought frequency is projected to increase everywhere in Europe for both scenarios in spring and summer, especially over southern Europe, and less intensely in autumn; on the contrary, winter shows a decrease in drought frequency over northern Europe.

Will drought events become more frequent and severe in Europe

Rising global temperature has put increasing pressure on understanding the linkage between atmospheric warming and the occurrence of natural hazards. While the Paris Agreement has set the ambitious target to limiting global warming to 1.5°C compared to preindustrial levels, scientists are urged to explore scenarios for different warming thresholds and quantify ranges of socioeconomic impact. In this work, we present a framework to estimate the economic damage and population affected by river floods at global scale. It is based on a modeling cascade involving hydrological, hydraulic and socioeconomic impact simulations, and makes use of state-of-the-art global layers of hazard, exposure and vulnerability at 1-km grid resolution. An ensemble of seven high-resolution global climate projections based on Representative Concentration Pathways 8.5 is used to derive streamflow simulations in the present and in the future climate. Those were analyzed to assess the frequency and magnitude of river floods and their impacts under scenarios corresponding to 1.5°C, 2°C, and 4°C global warming. Results indicate a clear positive correlation between atmospheric warming and future flood risk at global scale. At 4°C global warming, countries representing more than 70% of the global population and global gross domestic product will face increases in flood risk in excess of 500%. Changes in flood risk are unevenly distributed, with the largest increases in Asia, U.S., and Europe. In contrast, changes are statistically not significant in most countries in Africa and Oceania for all considered warming levels.

Global projections of river flood risk in a warmer world

Higher evaporative demands and more frequent and persistent dry spells associated with rising temperatures suggest that drought conditions could worsen in many regions of the world. In this study, we assess how drought conditions may develop across the globe for 1.5, 2, and 3°C warming compared to preindustrial temperatures. Results show that two thirds of global population will experience a progressive increase in drought conditions with warming. For drying areas, drought durations are projected to rise at rapidly increasing rates with warming, averaged globally from 2.0 month/°C below 1.5°C to 4.2 month/°C when approaching 3°C. Drought magnitudes could double for 30% of global landmass under stringent mitigation. If contemporary warming rates continue, water supply-demand deficits could become fivefold in size for most of Africa, Australia, southern Europe, southern and central states of the United States, Central America, the Caribbean, north-west China, and parts of Southern America. In approximately 20% of the global land surface, drought magnitude will halve with warming of 1.5°C and higher levels, mainly most land areas north of latitude 55°N, but also parts of South America and Eastern and South-eastern Asia. A progressive and significant increase in frequency of droughts is projected with warming in the Mediterranean basin, most of Africa, West and Southern Asia, Central America, and Oceania, where droughts are projected to happen 5 to 10 times more frequent even under ambitious mitigation targets and current 100-year events could occur every two to five years under 3°C of warming. Plain Language Summary This research investigates the climatology of global drought conditions under different global warming levels. We consider warming levels of 1.5 and 2°C set out as mitigation targets in the Paris Agreement, as well as 3°C that is closer to what is expected by the end of the 21st century if current emission trends are retained. We found that the magnitude of droughts is likely to double in 30% of the global landmass under stringent mitigation policies. If global warming continues at the present rate, water supply-demand deficits would increase fivefold while current 1-in-100-year droughts would occur every two to five years for most of Africa, Australia, southern Europe, southern and central United States, Central America, the Caribbean, north-west China, and parts of Southern America. Approximately two thirds of the global population will experience a progressive increase in drought hazard with warming. In drying areas, drought durations are projected to rise rapidly with warming. The main impacts of long-lasting droughts are linked to the lowering of the groundwater and of the water levels in reservoirs. This will impede replenishment of water supplies andmay result in a difficult recovery and prolonged socio-economic impacts after severe droughts.

https://agupubs.onlinelibrary.wiley.com/doi/pdf/10.1002/2017GL076521

Global Changes in Drought Conditions Under Different Levels of Warming

A global map of drought risk has been elaborated at the sub-national administrative level. The motivation for this study is the observation that little research and no concerted efforts have been made at the global level to provide a consistent and equitable drought risk management framework for multiple regions, population groups and economic sectors. Drought risk is assessed for the period 2000–2014 and is based on the product of three independent determinants: hazard, exposure and vulnerability. Drought hazard is derived from a non-parametric analysis of historical precipitation deficits at the 0.5°; drought exposure is based on a non-parametric aggregation of gridded indicators of population and livestock densities, crop cover and water stress; and drought vulnerability is computed as the arithmetic composite of high level factors of social, economic and infrastructural indicators, collected at both the national and sub-national levels. The performance evaluation of the proposed models underlines their statistical robustness and emphasizes an empirical resemblance between the geographic patterns of potential drought impacts and previous results presented in the literature. Our findings support the idea that drought risk is driven by an exponential growth of regional exposure, while hazard and vulnerability exhibit a weaker relationship with the geographic distribution of risk values. Drought risk is lower for remote regions, such as tundras and tropical forests, and higher for populated areas and regions extensively exploited for crop production and livestock farming, such as South-Central Asia, Southeast of South America, Central Europe and Southeast of the United States. As climate change projections foresee an increase of drought frequency and intensity for these regions, then there is an aggravated risk for global food security and potential for civil conflict in the medium- to long-term. Since most agricultural regions show high infrastructural vulnerability to drought, then regional adaptation to climate change may begin through implementing and fostering the widespread use of irrigation and rainwater harvesting systems. In this context, reduction in drought risk may also benefit from diversifying regional economies on different sectors of activity and reducing the dependence of their GDP on agriculture.

Gustavo Naumann

Papers

World drought frequency, duration, and severity for 1951-2010

Will drought events become more frequent and severe in Europe

Global projections of river flood risk in a warmer world

Global Changes in Drought Conditions Under Different Levels of Warming

Mapping global patterns of drought risk: An empirical framework based on sub-national estimates of hazard, exposure and vulnerability